PREVIEW / futures_30min / 2024-05-09
file: by_date/futures_30min/2024/2024-05-09.parquet size: 110 KB rows: 3,942
schema
timestamp TIMESTAMP symbol VARCHAR asset_type VARCHAR open DOUBLE high DOUBLE low DOUBLE close DOUBLE volume DOUBLE
sample rows
| timestamp | symbol | asset_type | open | high | low | close | volume |
|---|---|---|---|---|---|---|---|
| 2024-05-09 00:00:00 | ES | Futures | 5526.91 | 5527.44 | 5525.58 | 5525.58 | 761.0 |
| 2024-05-09 00:30:00 | ES | Futures | 5525.58 | 5526.91 | 5524.78 | 5524.78 | 1597.0 |
| 2024-05-09 01:00:00 | ES | Futures | 5524.78 | 5525.58 | 5523.46 | 5523.72 | 1684.0 |
| 2024-05-09 01:30:00 | ES | Futures | 5523.46 | 5525.84 | 5523.19 | 5523.99 | 1796.0 |
| 2024-05-09 02:00:00 | ES | Futures | 5524.25 | 5524.78 | 5522.13 | 5522.66 | 3080.0 |
| 2024-05-09 02:30:00 | ES | Futures | 5522.66 | 5523.46 | 5520.27 | 5520.54 | 2435.0 |
| 2024-05-09 03:00:00 | ES | Futures | 5520.27 | 5525.05 | 5519.21 | 5519.74 | 5525.0 |
| 2024-05-09 03:30:00 | ES | Futures | 5519.74 | 5521.86 | 5518.15 | 5519.48 | 4727.0 |
| 2024-05-09 04:00:00 | ES | Futures | 5520.01 | 5523.19 | 5518.68 | 5521.07 | 4409.0 |
| 2024-05-09 04:30:00 | ES | Futures | 5521.07 | 5521.07 | 5517.89 | 5518.15 | 3854.0 |
| 2024-05-09 05:00:00 | ES | Futures | 5517.89 | 5519.48 | 5512.84 | 5514.97 | 7140.0 |
| 2024-05-09 05:30:00 | ES | Futures | 5515.23 | 5517.89 | 5515.23 | 5517.89 | 3543.0 |
| 2024-05-09 06:00:00 | ES | Futures | 5517.89 | 5523.99 | 5517.35 | 5522.93 | 4872.0 |
| 2024-05-09 06:30:00 | ES | Futures | 5522.93 | 5523.99 | 5519.21 | 5520.01 | 3448.0 |
| 2024-05-09 07:00:00 | ES | Futures | 5519.74 | 5523.46 | 5518.15 | 5519.48 | 6252.0 |
| 2024-05-09 07:30:00 | ES | Futures | 5519.48 | 5526.37 | 5518.95 | 5523.99 | 7049.0 |
| 2024-05-09 08:00:00 | ES | Futures | 5523.72 | 5525.05 | 5519.74 | 5522.93 | 9631.0 |
| 2024-05-09 08:30:00 | ES | Futures | 5523.19 | 5534.07 | 5523.19 | 5530.09 | 29402.0 |
| 2024-05-09 09:00:00 | ES | Futures | 5530.35 | 5535.39 | 5526.91 | 5530.09 | 26665.0 |
| 2024-05-09 09:30:00 | ES | Futures | 5530.09 | 5534.33 | 5522.66 | 5532.21 | 105117.0 |
| 2024-05-09 10:00:00 | ES | Futures | 5532.21 | 5540.97 | 5531.15 | 5537.52 | 99839.0 |
| 2024-05-09 10:30:00 | ES | Futures | 5537.52 | 5550.52 | 5537.25 | 5549.19 | 97564.0 |
| 2024-05-09 11:00:00 | ES | Futures | 5549.19 | 5552.9 | 5547.6 | 5551.05 | 64073.0 |
| 2024-05-09 11:30:00 | ES | Futures | 5551.05 | 5552.37 | 5540.17 | 5542.03 | 67791.0 |
| 2024-05-09 12:00:00 | ES | Futures | 5541.76 | 5547.07 | 5540.44 | 5545.21 | 44970.0 |
| 2024-05-09 12:30:00 | ES | Futures | 5545.21 | 5551.31 | 5542.03 | 5549.99 | 46014.0 |
| 2024-05-09 13:00:00 | ES | Futures | 5549.72 | 5554.23 | 5545.21 | 5552.9 | 58497.0 |
| 2024-05-09 13:30:00 | ES | Futures | 5552.9 | 5553.7 | 5548.93 | 5549.46 | 32832.0 |
| 2024-05-09 14:00:00 | ES | Futures | 5549.46 | 5552.9 | 5546.54 | 5552.64 | 33934.0 |
| 2024-05-09 14:30:00 | ES | Futures | 5552.64 | 5558.74 | 5551.05 | 5557.15 | 45499.0 |
| 2024-05-09 15:00:00 | ES | Futures | 5557.15 | 5558.74 | 5553.7 | 5554.76 | 45590.0 |
| 2024-05-09 15:30:00 | ES | Futures | 5554.76 | 5560.6 | 5553.7 | 5559.8 | 114051.0 |
| 2024-05-09 16:00:00 | ES | Futures | 5559.8 | 5565.64 | 5559.27 | 5563.52 | 40210.0 |
| 2024-05-09 16:30:00 | ES | Futures | 5563.52 | 5564.58 | 5561.13 | 5561.13 | 6514.0 |
| 2024-05-09 18:00:00 | ES | Futures | 5561.39 | 5564.05 | 5559.8 | 5563.25 | 2968.0 |
| 2024-05-09 18:30:00 | ES | Futures | 5562.99 | 5565.9 | 5562.72 | 5564.58 | 3471.0 |
| 2024-05-09 19:00:00 | ES | Futures | 5564.31 | 5566.17 | 5564.05 | 5565.11 | 1905.0 |
| 2024-05-09 19:30:00 | ES | Futures | 5565.37 | 5566.97 | 5564.05 | 5564.31 | 2082.0 |
| 2024-05-09 20:00:00 | ES | Futures | 5564.31 | 5565.11 | 5563.25 | 5564.31 | 2214.0 |
| 2024-05-09 20:30:00 | ES | Futures | 5564.58 | 5565.9 | 5562.99 | 5565.64 | 3253.0 |
| 2024-05-09 21:00:00 | ES | Futures | 5565.64 | 5566.43 | 5563.25 | 5563.25 | 2543.0 |
| 2024-05-09 21:30:00 | ES | Futures | 5563.25 | 5564.31 | 5561.92 | 5561.92 | 2832.0 |
| 2024-05-09 22:00:00 | ES | Futures | 5561.92 | 5562.99 | 5561.66 | 5562.46 | 1849.0 |
| 2024-05-09 22:30:00 | ES | Futures | 5562.46 | 5562.72 | 5561.39 | 5562.46 | 1494.0 |
| 2024-05-09 23:00:00 | ES | Futures | 5562.19 | 5562.99 | 5562.19 | 5562.46 | 788.0 |
| 2024-05-09 23:30:00 | ES | Futures | 5562.72 | 5562.99 | 5561.13 | 5561.92 | 1172.0 |
| 2024-05-09 00:00:00 | NQ | Futures | 19430.69 | 19432.56 | 19425.88 | 19426.14 | 564.0 |
| 2024-05-09 00:30:00 | NQ | Futures | 19425.88 | 19429.35 | 19419.45 | 19420.26 | 787.0 |
| 2024-05-09 01:00:00 | NQ | Futures | 19420.52 | 19424.81 | 19416.24 | 19417.31 | 1000.0 |
| 2024-05-09 01:30:00 | NQ | Futures | 19417.31 | 19426.68 | 19414.91 | 19420.26 | 1105.0 |
> showing 50 of 3,942 rows — these rows as CSV